+784.7%
XBI vs AWK
+966.9%
-182.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | +0.9% | +4.3% | -3.4% | -0.7% |
| 3M | +21.4% | +12.5% | +8.9% | +16.0% |
| 6M | +25.5% | +3.3% | +22.2% | +23.2% |
| YTD | +30.8% | +9.8% | +21.1% | +25.2% |
| 1Y | +68.6% | +2.9% | +65.7% | +64.7% |
| 3Y | +103.9% | +9.6% | +94.3% | +90.7% |
| 5Y | +20.8% | -16.7% | +37.4% | +24.2% |
| 10Y | +164.0% | +136.1% | +27.9% | +73.5% |
| All | +784.7% | +966.9% | -182.1% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling